+390.9%
AMD vs TMO
+7.0%
+383.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +14.0% | -0.5% | +14.5% | +14.2% |
| 30D | +11.0% | +1.0% | +10.0% | +10.0% |
| 3M | +9.6% | +22.7% | -13.1% | -4.6% |
| 6M | +157.1% | +19.0% | +138.1% | +125.1% |
| YTD | +143.3% | +4.7% | +138.6% | +131.8% |
| 1Y | +234.4% | +26.0% | +208.4% | +177.0% |
| 3Y | +391.2% | +18.0% | +373.2% | +304.0% |
| 5Y | +390.9% | +8.0% | +382.9% | +346.8% |
| All | +390.9% | +7.0% | +383.9% | +346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling